@run-out @ab_trader
I see.
I understood bt's approach to ordering.
I really appreciate all of you.
And thank you so much for your efforts to understand my poor English.
Posts made by T H
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RE: The order is not executed.posted in General Code/Help
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RE: The order is not executed.posted in General Code/Help
@ab_trader
I got it.
But the broker named OANDA I use can do it.
(but I need to make a sub account..)
you mean, does that mean I can't make it in Backtrader?
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RE: The order is not executed.posted in General Code/Help
@ab_trader Thanks!
In fact, when I ran the following code to try it out, the buy position was sold, as you say.
Amazing!
I thought it would be a total of two positions, buy and sell.
On the other hand, if you want to hold two positions, one to buy and one to sell, what should you do?def next(self): self.buy() def notify_trade(self, trade): if trade.justopened: self.sell(price=trade.price+0.15, size=trade.size, exectype=bt.Order.Limit)
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RE: The order is not executed.posted in General Code/Help
@ab_trader Thank you for your reply!!
But it's a little different from what I want to do.
First, I want to issue a market order.
After the price of that order has been determined, I want to set a limit order(TP).
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RE: The order is not executed.posted in General Code/Help
Is this sell order correct?
self.sell(price=trade.price+self.pos_interval_pips*0.01, size=self.order.size, exectype=bt.Order.Limit, transmit=True, parent=self.order)
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RE: The order is not executed.posted in General Code/Help
@ab_trader
Oh, sorry!
Ref: 174 has already been executed on the market.
Then I added a limit order for T/P in notify_trade.
Is this correct?
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RE: The order is not executed.posted in General Code/Help
@ab_trader
Thanks.
In fact, the Ref: 175 order has not been completed.
if you know, please tell me.
Is it possible to set a limit on an order once it is executed?
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RE: The order is not executed.posted in General Code/Help
It was hard to understand due to lack of data, so I added more data and put it in chronological order.
No trades have been made except for the first market order.Data0, 0001, 737611.875000, 2020-07-06T06:00:00.000000, 107.511000, 107.511000, 107.467000, 107.502000, 26, 0 ORDER Ref: 174 BUY Submitted->Accepted->Completed TRADE Ref: 174->ref:34 BUY 107.51 Data0, 0002, 737611.916667, 2020-07-06T07:00:00.000000, 107.510000, 107.563000, 107.500000, 107.544000, 242, 0 ORDER Ref: 175 SEL 107.668 Submitted->Accepted(This is TP for Ref: 174) ORDER Ref: 176 BUY 107.352 Submitted->Accepted ORDER Ref: 177 SEL 107.51 Submitted->Accepted(This is TP for Ref: 176) ORDER Ref: 178 BUY 107.194 Submitted->Accepted ORDER Ref: 179 SEL 107.352 Submitted->Accepted(This is TP for Ref: 178) Data0, 0003, 737611.958333, 2020-07-06T08:00:00.000000, 107.542000, 107.599000, 107.540000, 107.588000, 488, 0 Data0, 0004, 737612.000000, 2020-07-06T09:00:00.000000, 107.590000, 107.678000, 107.574000, 107.662000, 2705, 0 Data0, 0005, 737612.041667, 2020-07-06T10:00:00.000000, 107.661000, 107.742000, 107.660000, 107.722000, 3089, 0 Data0, 0006, 737612.083333, 2020-07-06T11:00:00.000000, 107.721000, 107.773000, 107.682000, 107.696000, 1685, 0 Data0, 0007, 737612.125000, 2020-07-06T12:00:00.000000, 107.697000, 107.724000, 107.662000, 107.688000, 1729, 0 Data0, 0008, 737612.166667, 2020-07-06T13:00:00.000000, 107.689000, 107.720000, 107.646000, 107.650000, 1188, 0 Data0, 0009, 737612.208333, 2020-07-06T14:00:00.000000, 107.651000, 107.707000, 107.650000, 107.690000, 1548, 0 Data0, 0010, 737612.250000, 2020-07-06T15:00:00.000000, 107.688000, 107.706000, 107.602000, 107.620000, 2095, 0 Data0, 0011, 737612.291667, 2020-07-06T16:00:00.000000, 107.621000, 107.632000, 107.550000, 107.594000, 2736, 0 Data0, 0012, 737612.333333, 2020-07-06T17:00:00.000000, 107.592000, 107.612000, 107.544000, 107.574000, 1958, 0 Data0, 0013, 737612.375000, 2020-07-06T18:00:00.000000, 107.573000, 107.586000, 107.523000, 107.541000, 2129, 0 Data0, 0014, 737612.416667, 2020-07-06T19:00:00.000000, 107.540000, 107.598000, 107.537000, 107.565000, 1953, 0 Data0, 0015, 737612.458333, 2020-07-06T20:00:00.000000, 107.564000, 107.564000, 107.498000, 107.526000, 2019, 0 Data0, 0016, 737612.500000, 2020-07-06T21:00:00.000000, 107.525000, 107.540000, 107.457000, 107.493000, 2174, 0 Data0, 0017, 737612.541667, 2020-07-06T22:00:00.000000, 107.494000, 107.538000, 107.438000, 107.538000, 2952, 0 Data0, 0018, 737612.583333, 2020-07-06T23:00:00.000000, 107.535000, 107.596000, 107.448000, 107.462000, 4547, 0 Data0, 0019, 737612.625000, 2020-07-07T00:00:00.000000, 107.464000, 107.520000, 107.450000, 107.504000, 2554, 0 Data0, 0020, 737612.666667, 2020-07-07T01:00:00.000000, 107.502000, 107.506000, 107.438000, 107.439000, 1230, 0 Data0, 0021, 737612.708333, 2020-07-07T02:00:00.000000, 107.437000, 107.442000, 107.378000, 107.406000, 1068, 0 ORDER Ref: 176 BUY 107.352 Completed Data0, 0022, 737612.750000, 2020-07-07T03:00:00.000000, 107.405000, 107.406000, 107.258000, 107.293000, 1417, 0 Data0, 0023, 737612.791667, 2020-07-07T04:00:00.000000, 107.292000, 107.381000, 107.287000, 107.378000, 1483, 0 Data0, 0024, 737612.833333, 2020-07-07T05:00:00.000000, 107.376000, 107.407000, 107.358000, 107.388000, 837, 0 Data0, 0025, 737612.875000, 2020-07-07T06:00:00.000000, 107.370000, 107.379000, 107.352000, 107.372000, 39, 0 Data0, 0026, 737612.916667, 2020-07-07T07:00:00.000000, 107.374000, 107.400000, 107.353000, 107.376000, 395, 0 Data0, 0027, 737612.958333, 2020-07-07T08:00:00.000000, 107.374000, 107.380000, 107.342000, 107.360000, 430, 0 Data0, 0028, 737613.000000, 2020-07-07T09:00:00.000000, 107.358000, 107.370000, 107.260000, 107.288000, 3141, 0 Data0, 0029, 737613.041667, 2020-07-07T10:00:00.000000, 107.290000, 107.355000, 107.246000, 107.352000, 2349, 0 Data0, 0030, 737613.083333, 2020-07-07T11:00:00.000000, 107.353000, 107.410000, 107.343000, 107.396000, 2283, 0 Data0, 0031, 737613.125000, 2020-07-07T12:00:00.000000, 107.396000, 107.412000, 107.357000, 107.397000, 1556, 0 Data0, 0032, 737613.166667, 2020-07-07T13:00:00.000000, 107.396000, 107.396000, 107.353000, 107.364000, 1393, 0 ORDER Ref: 177 SEL 107.51 Completed Data0, 0033, 737613.208333, 2020-07-07T14:00:00.000000, 107.363000, 107.532000, 107.361000, 107.526000, 2234, 0 Data0, 0034, 737613.250000, 2020-07-07T15:00:00.000000, 107.524000, 107.579000, 107.502000, 107.576000, 2420, 0 Data0, 0035, 737613.291667, 2020-07-07T16:00:00.000000, 107.578000, 107.638000, 107.535000, 107.632000, 2883, 0 Data0, 0036, 737613.333333, 2020-07-07T17:00:00.000000, 107.634000, 107.692000, 107.602000, 107.686000, 3070, 0 Data0, 0037, 737613.375000, 2020-07-07T18:00:00.000000, 107.686000, 107.792000, 107.682000, 107.736000, 3117, 0 Data0, 0038, 737613.416667, 2020-07-07T19:00:00.000000, 107.736000, 107.742000, 107.665000, 107.707000, 2732, 0 Data0, 0039, 737613.458333, 2020-07-07T20:00:00.000000, 107.708000, 107.718000, 107.672000, 107.714000, 2042, 0 Data0, 0040, 737613.500000, 2020-07-07T21:00:00.000000, 107.715000, 107.718000, 107.599000, 107.611000, 1507, 0 Data0, 0041, 737613.541667, 2020-07-07T22:00:00.000000, 107.612000, 107.674000, 107.599000, 107.658000, 3058, 0 Data0, 0042, 737613.583333, 2020-07-07T23:00:00.000000, 107.656000, 107.658000, 107.498000, 107.550000, 5027, 0 Data0, 0043, 737613.625000, 2020-07-08T00:00:00.000000, 107.550000, 107.592000, 107.511000, 107.532000, 3091, 0 Data0, 0044, 737613.666667, 2020-07-08T01:00:00.000000, 107.534000, 107.535000, 107.498000, 107.516000, 1770, 0 Data0, 0045, 737613.708333, 2020-07-08T02:00:00.000000, 107.518000, 107.552000, 107.505000, 107.542000, 1547, 0 Data0, 0046, 737613.750000, 2020-07-08T03:00:00.000000, 107.541000, 107.568000, 107.504000, 107.520000, 1668, 0 Data0, 0047, 737613.791667, 2020-07-08T04:00:00.000000, 107.519000, 107.567000, 107.512000, 107.561000, 1324, 0 Data0, 0048, 737613.833333, 2020-07-08T05:00:00.000000, 107.560000, 107.562000, 107.516000, 107.520000, 805, 0 Data0, 0049, 737613.875000, 2020-07-08T06:00:00.000000, 107.552000, 107.599000, 107.523000, 107.551000, 136, 0 Data0, 0050, 737613.916667, 2020-07-08T07:00:00.000000, 107.547000, 107.566000, 107.528000, 107.560000, 182, 0 Data0, 0051, 737613.958333, 2020-07-08T08:00:00.000000, 107.562000, 107.606000, 107.562000, 107.574000, 419, 0 Data0, 0052, 737614.000000, 2020-07-08T09:00:00.000000, 107.573000, 107.708000, 107.572000, 107.700000, 1730, 0 Data0, 0053, 737614.041667, 2020-07-08T10:00:00.000000, 107.702000, 107.710000, 107.642000, 107.668000, 1212, 0 Data0, 0054, 737614.083333, 2020-07-08T11:00:00.000000, 107.669000, 107.675000, 107.627000, 107.629000, 954, 0 Data0, 0055, 737614.125000, 2020-07-08T12:00:00.000000, 107.630000, 107.642000, 107.608000, 107.618000, 819, 0 Data0, 0056, 737614.166667, 2020-07-08T13:00:00.000000, 107.620000, 107.621000, 107.512000, 107.522000, 990, 0 Data0, 0057, 737614.208333, 2020-07-08T14:00:00.000000, 107.523000, 107.570000, 107.518000, 107.568000, 895, 0 Data0, 0058, 737614.250000, 2020-07-08T15:00:00.000000, 107.566000, 107.570000, 107.516000, 107.544000, 1583, 0 Data0, 0059, 737614.291667, 2020-07-08T16:00:00.000000, 107.545000, 107.545000, 107.428000, 107.482000, 2347, 0 Data0, 0060, 737614.333333, 2020-07-08T17:00:00.000000, 107.480000, 107.584000, 107.473000, 107.576000, 2259, 0 Data0, 0061, 737614.375000, 2020-07-08T18:00:00.000000, 107.575000, 107.604000, 107.544000, 107.566000, 2423, 0 Data0, 0062, 737614.416667, 2020-07-08T19:00:00.000000, 107.567000, 107.592000, 107.529000, 107.562000, 1058, 0 Data0, 0063, 737614.458333, 2020-07-08T20:00:00.000000, 107.564000, 107.576000, 107.500000, 107.516000, 1286, 0 Data0, 0064, 737614.500000, 2020-07-08T21:00:00.000000, 107.516000, 107.598000, 107.502000, 107.550000, 2071, 0 Data0, 0065, 737614.541667, 2020-07-08T22:00:00.000000, 107.552000, 107.565000, 107.456000, 107.494000, 3492, 0 Data0, 0066, 737614.583333, 2020-07-08T23:00:00.000000, 107.495000, 107.528000, 107.423000, 107.507000, 4013, 0 Data0, 0067, 737614.625000, 2020-07-09T00:00:00.000000, 107.509000, 107.530000, 107.386000, 107.392000, 3407, 0 Data0, 0068, 737614.666667, 2020-07-09T01:00:00.000000, 107.390000, 107.406000, 107.290000, 107.300000, 2084, 0 Data0, 0069, 737614.708333, 2020-07-09T02:00:00.000000, 107.298000, 107.332000, 107.228000, 107.250000, 1722, 0 Data0, 0070, 737614.750000, 2020-07-09T03:00:00.000000, 107.252000, 107.262000, 107.206000, 107.208000, 1785, 0 Data0, 0071, 737614.791667, 2020-07-09T04:00:00.000000, 107.206000, 107.268000, 107.202000, 107.226000, 1270, 0 Data0, 0072, 737614.833333, 2020-07-09T05:00:00.000000, 107.228000, 107.272000, 107.223000, 107.260000, 491, 0 Data0, 0073, 737614.875000, 2020-07-09T06:00:00.000000, 107.299000, 107.319000, 107.264000, 107.290000, 67, 0 Data0, 0074, 737614.916667, 2020-07-09T07:00:00.000000, 107.295000, 107.299000, 107.264000, 107.286000, 475, 0 Data0, 0075, 737614.958333, 2020-07-09T08:00:00.000000, 107.284000, 107.322000, 107.273000, 107.286000, 877, 0 ORDER Ref: 178 BUY 107.194 Completed Data0, 0076, 737615.000000, 2020-07-09T09:00:00.000000, 107.287000, 107.302000, 107.182000, 107.290000, 3074, 0 ORDER Ref: 179 SEL 107.352 Completed Data0, 0077, 737615.041667, 2020-07-09T10:00:00.000000, 107.291000, 107.364000, 107.281000, 107.316000, 3025, 0 Data0, 0078, 737615.083333, 2020-07-09T11:00:00.000000, 107.315000, 107.341000, 107.286000, 107.310000, 2255, 0 Data0, 0079, 737615.125000, 2020-07-09T12:00:00.000000, 107.309000, 107.314000, 107.241000, 107.246000, 1563, 0 Data0, 0080, 737615.166667, 2020-07-09T13:00:00.000000, 107.245000, 107.279000, 107.228000, 107.277000, 2099, 0 Data0, 0081, 737615.208333, 2020-07-09T14:00:00.000000, 107.279000, 107.315000, 107.260000, 107.272000, 1376, 0 Data0, 0082, 737615.250000, 2020-07-09T15:00:00.000000, 107.274000, 107.276000, 107.208000, 107.266000, 1982, 0 Data0, 0083, 737615.291667, 2020-07-09T16:00:00.000000, 107.268000, 107.320000, 107.222000, 107.246000, 3287, 0 Data0, 0084, 737615.333333, 2020-07-09T17:00:00.000000, 107.248000, 107.286000, 107.198000, 107.286000, 2936, 0 Data0, 0085, 737615.375000, 2020-07-09T18:00:00.000000, 107.287000, 107.340000, 107.267000, 107.296000, 3312, 0 Data0, 0086, 737615.416667, 2020-07-09T19:00:00.000000, 107.294000, 107.398000, 107.290000, 107.354000, 2766, 0 Data0, 0087, 737615.458333, 2020-07-09T20:00:00.000000, 107.356000, 107.356000, 107.280000, 107.290000, 2307, 0 Data0, 0088, 737615.500000, 2020-07-09T21:00:00.000000, 107.288000, 107.293000, 107.201000, 107.210000, 3321, 0 Data0, 0089, 737615.541667, 2020-07-09T22:00:00.000000, 107.212000, 107.282000, 107.099000, 107.130000, 5041, 0 Data0, 0090, 737615.583333, 2020-07-09T23:00:00.000000, 107.132000, 107.312000, 107.099000, 107.268000, 8560, 0 Data0, 0091, 737615.625000, 2020-07-10T00:00:00.000000, 107.270000, 107.363000, 107.220000, 107.265000, 6630, 0
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RE: The order is not executed.posted in General Code/Help
返信: The order is not executed.
Oh... I forgot to attach this log.Data0, 0001, 737611.875000, 2020-07-06T06:00:00.000000, 107.511000, 107.511000, 107.467000, 107.502000, 26, 0 -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.912029 Ref: 144 OrdType: 0 OrdType: Buy Status: 1 Status: Submitted Size: 1 Price: None Price Limit: None TrailAmount: None TrailPercent: None ExecType: 0 ExecType: Market CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.913213 Ref: 144 OrdType: 0 OrdType: Buy Status: 2 Status: Accepted Size: 1 Price: None Price Limit: None TrailAmount: None TrailPercent: None ExecType: 0 ExecType: Market CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.913435 Ref: 144 OrdType: 0 OrdType: Buy Status: 4 Status: Completed Size: 1 Price: None Price Limit: None TrailAmount: None TrailPercent: None ExecType: 0 ExecType: Market CommInfo: <backtrader.comminfo.CommInfoBase object at 0x7fcd7411b978> End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: False -------------------------------------------------- ORDER END -------------------------------------------------- TRADE BEGIN 2020-08-01 07:44:12.913611 ref:30 data:<btoandav20.feeds.oandav20feed.OandaV20Data object at 0x7fcd5feaf0f0> tradeid:0 size:1 price:107.51 value:107.51 commission:0.0 pnl:0.0 pnlcomm:0.0 justopened:True isopen:True isclosed:False baropen:2 dtopen:737611.9166666666 barclose:0 dtclose:0.0 barlen:0 historyon:False history:[] status:1 -------------------------------------------------- TRADE END Data0, 0002, 737611.916667, 2020-07-06T07:00:00.000000, 107.510000, 107.563000, 107.500000, 107.544000, 242, 0 -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.915425 Ref: 145 OrdType: 1 OrdType: Sell Status: 1 Status: Submitted Size: -1 Price: 107.668 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.917465 Ref: 146 OrdType: 0 OrdType: Buy Status: 1 Status: Submitted Size: 1 Price: 107.352 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.917852 Ref: 147 OrdType: 1 OrdType: Sell Status: 1 Status: Submitted Size: -1 Price: 107.51 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918005 Ref: 148 OrdType: 0 OrdType: Buy Status: 1 Status: Submitted Size: 1 Price: 107.194 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918177 Ref: 149 OrdType: 1 OrdType: Sell Status: 1 Status: Submitted Size: -1 Price: 107.352 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918318 Ref: 145 OrdType: 1 OrdType: Sell Status: 2 Status: Accepted Size: -1 Price: 107.668 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918423 Ref: 146 OrdType: 0 OrdType: Buy Status: 2 Status: Accepted Size: 1 Price: 107.352 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918536 Ref: 147 OrdType: 1 OrdType: Sell Status: 2 Status: Accepted Size: -1 Price: 107.51 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.918644 Ref: 148 OrdType: 0 OrdType: Buy Status: 2 Status: Accepted Size: 1 Price: 107.194 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END -------------------------------------------------- ORDER BEGIN 2020-08-01 07:44:12.921550 Ref: 149 OrdType: 1 OrdType: Sell Status: 2 Status: Accepted Size: -1 Price: 107.352 Price Limit: None TrailAmount: None TrailPercent: None ExecType: 2 ExecType: Limit CommInfo: None End of Session: 737612.6249999999 Info: AutoOrderedDict() Broker: None Alive: True -------------------------------------------------- ORDER END Data0, 0003, 737611.958333, 2020-07-06T08:00:00.000000, 107.542000, 107.599000, 107.540000, 107.588000, 488, 0 Data0, 0004, 737612.000000, 2020-07-06T09:00:00.000000, 107.590000, 107.678000, 107.574000, 107.662000, 2705, 0 Data0, 0005, 737612.041667, 2020-07-06T10:00:00.000000, 107.661000, 107.742000, 107.660000, 107.722000, 3089, 0 Data0, 0006, 737612.083333, 2020-07-06T11:00:00.000000, 107.721000, 107.773000, 107.682000, 107.696000, 1685, 0 Data0, 0007, 737612.125000, 2020-07-06T12:00:00.000000, 107.697000, 107.724000, 107.662000, 107.688000, 1729, 0 Data0, 0008, 737612.166667, 2020-07-06T13:00:00.000000, 107.689000, 107.720000, 107.646000, 107.650000, 1188, 0 Data0, 0009, 737612.208333, 2020-07-06T14:00:00.000000, 107.651000, 107.707000, 107.650000, 107.690000, 1548, 0 Data0, 0010, 737612.250000, 2020-07-06T15:00:00.000000, 107.688000, 107.706000, 107.602000, 107.620000, 2095, 0 Data0, 0011, 737612.291667, 2020-07-06T16:00:00.000000, 107.621000, 107.632000, 107.550000, 107.594000, 2736, 0 Data0, 0012, 737612.333333, 2020-07-06T17:00:00.000000, 107.592000, 107.612000, 107.544000, 107.574000, 1958, 0 Data0, 0013, 737612.375000, 2020-07-06T18:00:00.000000, 107.573000, 107.586000, 107.523000, 107.541000, 2129, 0 Data0, 0014, 737612.416667, 2020-07-06T19:00:00.000000, 107.540000, 107.598000, 107.537000, 107.565000, 1953, 0 Data0, 0015, 737612.458333, 2020-07-06T20:00:00.000000, 107.564000, 107.564000, 107.498000, 107.526000, 2019, 0 Data0, 0016, 737612.500000, 2020-07-06T21:00:00.000000, 107.525000, 107.540000, 107.457000, 107.493000, 2174, 0 Data0, 0017, 737612.541667, 2020-07-06T22:00:00.000000, 107.494000, 107.538000, 107.438000, 107.538000, 2952, 0 Data0, 0018, 737612.583333, 2020-07-06T23:00:00.000000, 107.535000, 107.596000, 107.448000, 107.462000, 4547, 0 Data0, 0019, 737612.625000, 2020-07-07T00:00:00.000000, 107.464000, 107.520000, 107.450000, 107.504000, 2554, 0
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The order is not executed.posted in General Code/Help
Hi, all.
I want to execute on a market order first at the start, set a profit-taking on that order, and then set two buy-limits in the price range below it.Questions
- Why is it that the orders seem to be working well, but only the first market order is executed?
- Why doesn't buy_bracket work properly? (I'm commenting out now.)
def __init__(self): self.is_firsttime = True self.close_num = 0 self.order = None self.pos_interval_pips = 15.8 def notify_order(self, order): print('-' * 50, 'ORDER BEGIN', datetime.datetime.now()) print(order) print('-' * 50, 'ORDER END') def notify_trade(self, trade): print('-' * 50, 'TRADE BEGIN', datetime.datetime.now()) print(trade) print('-' * 50, 'TRADE END') if trade.justopened: if self.order is not None: # add TP (for first order) self.sell(price=trade.price+self.pos_interval_pips*0.01, size=self.order.size, exectype=bt.Order.Limit, transmit=True, parent=self.order) if self.close_num >= 0: # add some buy limit order (below first order) for i in range(2): mainside = self.buy( price=trade.price-(self.pos_interval_pips*0.01*(i+1)), size=self.order.size, exectype=bt.Order.Limit, transmit=False ) highside = self.sell( price=trade.price-(self.pos_interval_pips*0.01*i), size=mainside.size, exectype=bt.Order.Limit, transmit=True, parent=mainside ) # Why doesn't work this? # self.buy_bracket( # size=self.order.size, # exectype=bt.Order.Limit, # price=trade.price-(self.pos_interval_pips*0.01*(i+1)), # oargs={}, # limitprice=trade.price-(self.pos_interval_pips*0.01*i) # limitexec=bt.Order.Limit, # limitargs={}) self.close_num-=1 self.order = None elif trade.isclosed: self.order = self.buy(price=trade.price, size=trade.size) self.close_num += 1 def next(self): txt = list() txt.append('Data0') txt.append('%04d' % len(self.data0)) dtfmt = '%Y-%m-%dT%H:%M:%S.%f' txt.append('{:f}'.format(self.data.datetime[0])) txt.append('%s' % self.data.datetime.datetime(0).strftime(dtfmt)) txt.append('{:f}'.format(self.data.open[0])) txt.append('{:f}'.format(self.data.high[0])) txt.append('{:f}'.format(self.data.low[0])) txt.append('{:f}'.format(self.data.close[0])) txt.append('{:6d}'.format(int(self.data.volume[0]))) txt.append('{:d}'.format(int(self.data.openinterest[0]))) print(', '.join(txt)) if self.is_firsttime: self.is_firsttime = False self.close_num = 0 self.order = self.buy(size=1)My supposed orders
Ref.144 BUY LIMIT 107.51(Market)
-----Ref.145 SEL LIMIT 107.668Ref.146 BUY LIMIT 107.352
-----Ref.147 SEL LIMIT 107.51Ref.148 BUY LIMIT 107.194
-----Ref.149 SEL LIMIT 107.352Exchange data
Dataname, Number, Datetime, Datetime, Open, High, Low, Close, Volume, OpenInterest Data0, 0002, 737611.916667, 2020-07-06T07:00:00.000000, 107.510000, 107.563000, 107.500000, 107.544000, 242, 0 Data0, 0003, 737611.958333, 2020-07-06T08:00:00.000000, 107.542000, 107.599000, 107.540000, 107.588000, 488, 0 Data0, 0004, 737612.000000, 2020-07-06T09:00:00.000000, 107.590000, 107.678000, 107.574000, 107.662000, 2705, 0 Data0, 0005, 737612.041667, 2020-07-06T10:00:00.000000, 107.661000, 107.742000, 107.660000, 107.722000, 3089, 0 Data0, 0006, 737612.083333, 2020-07-06T11:00:00.000000, 107.721000, 107.773000, 107.682000, 107.696000, 1685, 0 Data0, 0007, 737612.125000, 2020-07-06T12:00:00.000000, 107.697000, 107.724000, 107.662000, 107.688000, 1729, 0 Data0, 0008, 737612.166667, 2020-07-06T13:00:00.000000, 107.689000, 107.720000, 107.646000, 107.650000, 1188, 0 Data0, 0009, 737612.208333, 2020-07-06T14:00:00.000000, 107.651000, 107.707000, 107.650000, 107.690000, 1548, 0 Data0, 0010, 737612.250000, 2020-07-06T15:00:00.000000, 107.688000, 107.706000, 107.602000, 107.620000, 2095, 0 Data0, 0011, 737612.291667, 2020-07-06T16:00:00.000000, 107.621000, 107.632000, 107.550000, 107.594000, 2736, 0 Data0, 0012, 737612.333333, 2020-07-06T17:00:00.000000, 107.592000, 107.612000, 107.544000, 107.574000, 1958, 0 Data0, 0013, 737612.375000, 2020-07-06T18:00:00.000000, 107.573000, 107.586000, 107.523000, 107.541000, 2129, 0 Data0, 0014, 737612.416667, 2020-07-06T19:00:00.000000, 107.540000, 107.598000, 107.537000, 107.565000, 1953, 0 Data0, 0015, 737612.458333, 2020-07-06T20:00:00.000000, 107.564000, 107.564000, 107.498000, 107.526000, 2019, 0 Data0, 0016, 737612.500000, 2020-07-06T21:00:00.000000, 107.525000, 107.540000, 107.457000, 107.493000, 2174, 0 Data0, 0017, 737612.541667, 2020-07-06T22:00:00.000000, 107.494000, 107.538000, 107.438000, 107.538000, 2952, 0 Data0, 0018, 737612.583333, 2020-07-06T23:00:00.000000, 107.535000, 107.596000, 107.448000, 107.462000, 4547, 0 Data0, 0019, 737612.625000, 2020-07-07T00:00:00.000000, 107.464000, 107.520000, 107.450000, 107.504000, 2554, 0Please help if possible.
Thank you so much.
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How to place multiple simultaneous ordersposted in General Code/Help
hi! there.
I wanna set up multiple bracket orders at evenly spaced pips against the current price.
would I not be able to do it?Thank you.